Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 30.070425 32.984568 36.279258 40.331541 45.256682 51.154143 58.923903
2025-10-05 27.109104 31.112042 36.042753 42.767790 52.072879 65.176040 86.611086
2025-10-12 24.461158 28.751007 34.287564 42.307162 54.351365 73.363578 110.530130
2025-10-19 22.852550 27.380793 33.453326 42.715624 57.706140 84.217889 147.873365
2025-10-26 21.893007 26.697906 33.376768 44.089957 62.820720 100.496923 220.201103
2025-11-02 20.796312 25.682665 32.654155 44.268575 65.857726 114.418674 323.594419
2025-11-09 19.458437 24.198296 31.059726 42.740491 65.254386 119.613721 416.745434
2025-11-16 18.298432 22.879034 29.585623 41.200222 64.256363 123.399910 536.767536
2025-11-23 17.812389 22.496984 29.503886 42.044285 68.436681 145.452457 1307.715286
2025-11-30 17.178439 21.846973 28.933943 41.916511 70.440194 162.756660 5910.070500
2025-12-07 16.529269 21.131514 28.196888 41.374863 71.335249 177.282385 NaN
2025-12-14 15.622578 19.980565 26.676881 39.184347 67.698652 169.280076 NaN
2025-12-21 14.940155 19.243326 25.957561 38.815422 69.602337 195.671423 NaN
2025-12-28 14.738040 19.242805 26.484437 41.063150 79.798864 306.329221 NaN
2026-01-04 14.137698 18.567616 25.782306 40.636521 82.108077 381.823003 NaN
2026-01-11 13.718630 18.148591 25.481556 41.016660 87.339188 562.183139 NaN
2026-01-18 13.459843 17.965725 25.576140 42.294941 96.768062 1228.819623 NaN
2026-01-25 13.079977 17.558246 25.220694 42.460909 102.213793 3256.396337 NaN
2026-02-01 12.540245 16.857254 24.267441 41.039824 100.102212 4819.515935 NaN
2026-02-08 12.038137 16.196938 23.350382 39.604633 97.443536 6795.690597 NaN
2026-02-15 11.831897 16.019459 23.327019 40.391461 105.906248 NaN NaN
2026-02-22 11.538835 15.680280 22.969275 40.272406 109.963313 NaN NaN
2026-03-01 11.224571 15.290866 22.488759 39.767502 111.736823 NaN NaN